Algorithmic trading
BofA’s e-FX rebuild pulls it closer to rivals
Deploying its equities tech stack, bank seeks to get ahead with its algo and e-FX offerings
Fee compression threatens FX algo innovation
e-FX Forum: Bank algo heads say continued revenue pressures could stifle development
e-FX awards 2024: The winners
JP Morgan takes home a record five wins, while BNP, DB and NatWest have two each
Execution algos evolve to make buy-side liquidity providers
Latest range of FX spot algos could give new roles to banks and buy side
FX algo firms see rise in matched principal trading
FX Markets Asia: Users more willing to trade passively in low-vol environment
Measuring expected cost models on large FX trades
BestX study assesses factors influencing algo performance on trades over $100m in size
JP Morgan pulls plug on deep learning model for FX algos
FX Markets USA: Bank turns to less complex models that are easier to explain to clients
Plugging the leaks in skewed pricing
Liquidity recycling has made it trickier for LPs to identify information leakage
Analyse this: why the buy side is hungry for FX trade data
TCA data from vendors is just the start as buy-side firms enlist quants to analyse execution
Buy-side firms eye perks of being a liquidity provider
Larger players increasingly see themselves as LPs and are asking for more in return
What’s the right price limit for an algo?
BestX assesses the different impacts a price limit can have on FX algo performance
RBC eyes AI to bolster FX and rates algos
Canadian bank plans to take deep reinforcement learning tech from equities to fixed income and currencies
Wheels on fire: automated algo selection takes off in FX
Embrace of workflow automation and data analytics is driving asset managers’ adoption of FX algo wheels
New buy-side tools seek to break grip of bank FX algos
Proprietary algorithms come of age to provide alternatives for the buy side
BNY Mellon, NAB and RBC latest to ditch additional hold times
Banks join growing list of LPs to have scrapped the controversial practice
Systematic hedge funds eye outsourcing to bank algos
Cost pressures push new stream of clients to pass FX algo trading to banks
This year’s model: how FX algo usage is evolving
Changes see traders favour opportunistic and pegged styles over TWAP for larger orders, finds BestX’s Aled Basey
Market braces itself for EBS’s great migration
FX industry prepares for tectonic shift as venue moves to CME Globex
New GFXC chair aims to keep up reform on last look
SNB’s Andréa Maechler urges more liquidity providers and trading venues to address hold times
Barx FX to donate net commission to cancer research
Algo trading platform plans four-day fundraising drive in March for Leukemia & Lymphoma Society
The half-speed method: optimising algo timing on an execution desk
Do you trade fast or slow? XTX Markets' Matt Clarke evaluates the optimal speed for execution